A statistical methodology for detecting influential observations in long-memory models is proposed. The identification of these influential points is carried out by case-deletion ...
Time series models of global climate change tend to estimate a low climate-sensitivity (equilibrium effect on global temperature of doubling carbon dioxide concentrations) and a f...
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
Time course gene expression experiments have proved valuable in a variety of biological studies [e.g., Chuang, Y., Chen, Y., Gadisetti, V., et al., 2002. Gene expression after tre...